$604 Million is the total value of Mount Lucas Management LP's 124 reported holdings in Q1 2019. The portfolio turnover from Q4 2018 to Q1 2019 was - .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WDC | New | WESTERN DIGITAL CORP | $9,140,000 | – | 190,176 | +100.0% | 1.51% | – |
| DAL | New | DELTA AIR LINES INC | $8,933,000 | – | 172,956 | +100.0% | 1.48% | – |
| NUE | New | NUCOR CORP | $8,814,000 | – | 151,061 | +100.0% | 1.46% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $8,810,000 | – | 139,233 | +100.0% | 1.46% | – |
| C | New | CITIGROUP INC | $8,738,000 | – | 140,443 | +100.0% | 1.45% | – |
| GPS | New | GAP INC/THE | $8,728,000 | – | 333,392 | +100.0% | 1.44% | – |
| SYF | New | SYNCHRONY FINANCIAL | $8,724,000 | – | 273,472 | +100.0% | 1.44% | – |
| GM | New | GENERAL MOTORS CO | $8,714,000 | – | 234,880 | +100.0% | 1.44% | – |
| CVX | New | CHEVRON CORP | $8,717,000 | – | 70,766 | +100.0% | 1.44% | – |
| XRX | New | XEROX CORP | $8,697,000 | – | 271,950 | +100.0% | 1.44% | – |
| CWB | New | SPDR BBG BARC CONVERTIBLEetp | $6,524,000 | – | 124,854 | +100.0% | 1.08% | – |
| BKLN | New | INVESCO SENIOR LOAN ETFetp | $6,491,000 | – | 286,690 | +100.0% | 1.07% | – |
| EPHE | New | ISHARES MSCI PHILIPPINES ETFetp | $6,213,000 | – | 181,133 | +100.0% | 1.03% | – |
| EIDO | New | ISHARES MSCI INDONESIA ETFetp | $6,063,000 | – | 236,110 | +100.0% | 1.00% | – |
| EWZ | New | ISHARES MSCI BRAZIL ETFetp | $5,791,000 | – | 141,282 | +100.0% | 0.96% | – |
| FXI | New | ISHARES CHINA LARGE-CAP ETFetp | $5,577,000 | – | 125,985 | +100.0% | 0.92% | – |
| EWL | New | ISHARES MSCI SWITZERLAND ETFetp | $5,393,000 | – | 152,469 | +100.0% | 0.89% | – |
| EMB | New | ISHARES JP MORGAN USD EMERGIetp | $4,684,000 | – | 42,559 | +100.0% | 0.78% | – |
| DWX | New | SPDR S&P INTER DVD ETFetp | $4,667,000 | – | 122,719 | +100.0% | 0.77% | – |
| VYM | New | VANGUARD HIGH DVD YIELD ETFetp | $4,638,000 | – | 54,150 | +100.0% | 0.77% | – |
| EMHY | New | ISHARES EMERGING MARKETS HIGetp | $4,618,000 | – | 98,704 | +100.0% | 0.76% | – |
| EPU | New | ISHARES MSCI PERU ETFetp | $4,406,000 | – | 112,131 | +100.0% | 0.73% | – |
| HYG | New | ISHARES IBOXX HIGH YLD CORPetp | $4,397,000 | – | 50,855 | +100.0% | 0.73% | – |
| GHYG | New | ISHARES US&INTL HIGH YIELD Cetp | $4,374,000 | – | 89,527 | +100.0% | 0.72% | – |
| GLD | New | SPDR GOLD SHARESetp | $3,458,000 | – | 28,340 | +100.0% | 0.57% | – |
| VNQI | New | VANGUARD GLBL EX-US REAL ESTetp | $3,406,000 | – | 57,184 | +100.0% | 0.56% | – |
| PFF | New | ISHARES PREFERRED & INCOME Setp | $3,287,000 | – | 89,945 | +100.0% | 0.54% | – |
| EPI | New | WISDOMTREE INDIA EARNINGSetp | $2,863,000 | – | 108,753 | +100.0% | 0.47% | – |
| PAYX | New | PAYCHEX INC | $2,210,000 | – | 27,562 | +100.0% | 0.37% | – |
| AMT | New | AMERICAN TOWER CORP | $2,203,000 | – | 11,179 | +100.0% | 0.36% | – |
| GPC | New | GENUINE PARTS CO | $2,199,000 | – | 19,633 | +100.0% | 0.36% | – |
| LLY | New | ELI LILLY & CO | $2,193,000 | – | 16,900 | +100.0% | 0.36% | – |
| MRK | New | MERCK & CO. INC. | $2,193,000 | – | 26,370 | +100.0% | 0.36% | – |
| PG | New | PROCTER & GAMBLE CO/THE | $2,189,000 | – | 21,046 | +100.0% | 0.36% | – |
| AVB | New | AVALONBAY COMMUNITIES INC | $2,177,000 | – | 10,844 | +100.0% | 0.36% | – |
| UDR | New | UDR INC | $2,177,000 | – | 47,890 | +100.0% | 0.36% | – |
| O | New | REALTY INCOME CORP | $2,172,000 | – | 29,530 | +100.0% | 0.36% | – |
| HCP | New | HCP INC | $2,152,000 | – | 68,760 | +100.0% | 0.36% | – |
| RSX | New | VANECK VECTORS RUSSIA ETFetp | $2,141,000 | – | 103,919 | +100.0% | 0.35% | – |
| CPER | New | UNITED STATES COPPER INDEXetp | $1,832,000 | – | 99,985 | +100.0% | 0.30% | – |
| EWU | New | ISHARES MSCI UNITED KINGDOMetp | $1,780,000 | – | 53,938 | +100.0% | 0.30% | – |
| LQD | New | ISHARES IBOXX INVESTMENT GRAetp | $1,248,000 | – | 10,485 | +100.0% | 0.21% | – |
| TIP | New | ISHARES TIPS BOND ETFetp | $1,237,000 | – | 10,940 | +100.0% | 0.20% | – |
| WIP | New | SPDR FTSE INTERNATIONAL GOVEetp | $1,220,000 | – | 22,567 | +100.0% | 0.20% | – |
| X | New | UNITED STATES STEEL CORP | $1,169,000 | – | 60,000 | +100.0% | 0.19% | – |
| STLD | New | STEEL DYNAMICS INC | $882,000 | – | 25,000 | +100.0% | 0.15% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-05-15
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| ISHARES 1-3 YEAR TREASURY BO | 38 | Q3 2023 | 62.7% |
| VALERO ENERGY CORP | 34 | Q3 2023 | 4.5% |
| TECHNOLOGY SELECT SECT SPDR | 34 | Q4 2021 | 4.6% |
| CONSUMER DISCRETIONARY SELT | 34 | Q4 2021 | 3.5% |
| CONSUMER STAPLES SPDR | 33 | Q4 2022 | 3.2% |
| HEALTH CARE SELECT SECTOR | 33 | Q4 2022 | 3.3% |
| UTILITIES SELECT SECTOR SPDR | 32 | Q4 2022 | 4.5% |
| INDUSTRIAL SELECT SECT SPDR | 32 | Q4 2022 | 3.2% |
| MATERIALS SELECT SECTOR SPDR | 31 | Q4 2022 | 3.4% |
| FINANCIAL SELECT SECTOR SPDR | 29 | Q1 2022 | 2.6% |
View Mount Lucas Management LP's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| SPDR SERIES TRUST | August 12, 2010 | 1,534,467 | 4.9% |
| PowerShares DB US Dollar Index Bullish Fund | April 13, 2010 | 2,807,228 | 4.2% |
View Mount Lucas Management LP's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-02-07 |
| 13F-HR | 2023-11-14 |
| 13F-HR | 2023-08-14 |
| 13F-HR | 2023-05-12 |
| 13F-HR | 2023-02-14 |
| 13F-HR/A | 2022-11-14 |
| 13F-HR | 2022-11-10 |
| 13F-HR | 2022-08-10 |
| 13F-HR | 2022-05-12 |
| 13F-HR | 2022-02-14 |
View Mount Lucas Management LP's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.